The Salmonella bacteria can be found in raw/lightly cooked eggs that have not been pasteurized ane make you sick (CDC: "Salmonella and Eggs").. Cartons of eggs that are not pasteurized must carry the FDA-required label:

Safe Handling Instructions
To prevent illness from bacteria: keep eggs refrigerated, cook eggs until yolks are firm, and cook foods containing eggs thoroughly. 

(via FDA: "Egg Safety: What You Need to Know").  If the eggs are pasteurized, most carry a label telling you.

But then there's also the flour (and other ingredients) that can make your sick, like the E. coli outbreak in June:

Dozens of people have been sickened due to an outbreak of Shiga toxin-producing E. coli O121 linked to flour, prompting the FDA to issue a warning on Wednesday to avoid eating raw cookie dough or batter -- whether it’s for bread, cookies, pizza or tortillas.

The E. coli outbreak in at least 20 states, likely caused by flour, was reported earlier this month, by the CDC and led General Mills to voluntarily recall 10 million pounds of flour.

The products were sold under the names Gold Medal, Signature Kitchen’s, and Gold Medal Wondra. At least 38 people have been infected with E. coli in the flour-related outbreak, including 10 people who were hospitalized, according to the U.S. Centers for Disease Control and Prevention.

Flour produced at a General Mills facility in Kansas City, Missouri, is believed to be the source of the outbreak, CDC officials said earlier this month. General Mills said that the FDA has confirmed one sample from its recalled flour tested positive for E. coli O121.

(via "Don't Eat Raw Cookie Dough, FDA Warns After E. Coli Outbreak Linked to Flour")

No pateurization for flour:

“Flour is derived from a grain that comes directly from the field and typically is not treated to kill bacteria,” Leslie Smoot, a senior adviser in FDA’s Office of Food Safety and a specialist in the microbiological safety of processed foods, said in a statement.

E. coli can be killed through common cooking methods, including baking, boiling, roasting or frying. Symptoms of an E. coli infection include diarrhea, abdominal cramps and in rare situations kidney failure.

(via "Don't Eat Raw Cookie Dough, FDA Warns After E. Coli Outbreak Linked to Flour")

Signs of salmonella poisoning:

• Diarrhea along with a temperature over 101.5°F
• Diarrhea for more than 3 days that is not improving
• Bloody stools
• Prolonged vomiting that prevents you from keeping liquids down
• Signs of dehydration, such as:
• Making very little urine
• Dry mouth and throat
• Dizziness when standing up

(via CDC: "Salmonella and Eggs")

For example, there was an E.Coli outbreak in 2009 due to cookie dough, "A Novel Vehicle for Transmission ofEscherichia coli O157:H7 to Humans: Multistate Outbreak of E. coli O157:H7 Infections Associated With Consumption of Ready-to-Bake Commercial Prepackaged Cookie Dough—United States, 2009":

Despite instructions to bake brand A cookie dough before eating, case patients consumed the product uncooked. Manufacturers should consider formulating ready-to-bake commercial prepackaged cookie dough to be as safe as a ready-to-eat product. More effective consumer education about the risks of eating unbaked cookie dough is needed.